ARIMAX-EGARCH quantitative model for prediction of the Colombian exchange rate (COP/USD) [Modelo cuantitativo ARIMAX- EGARCH para la predicción de la tasa de cambio colombiana (COP/USD)]
COP/USD exchange rate is a very important variable for financial planning of Colombian companies expose to exchange rate risk. Therefore, the ability to generate forecasts and have a tool for decision making becomes fundamental. The research aims at the construction of an econometric model for the r...
- Autores:
- Tipo de recurso:
- Fecha de publicación:
- 2018
- Institución:
- Universidad de Medellín
- Repositorio:
- Repositorio UDEM
- Idioma:
- spa
- OAI Identifier:
- oai:repository.udem.edu.co:11407/4534
- Acceso en línea:
- http://hdl.handle.net/11407/4534
- Palabra clave:
- ARIMAX; EGARCH; Exchange Rate
- Rights
- License
- http://purl.org/coar/access_right/c_16ec